+3,148.2%
SMH vs BURL
+1,051.1%
+2,097.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | +1.9% |
| 7D | +2.5% | -2.8% | +5.3% | +3.2% |
| 30D | -0.5% | -28.2% | +27.7% | +8.5% |
| 3M | -9.6% | -17.6% | +7.9% | -5.3% |
| 6M | +42.1% | -11.8% | +53.8% | +45.4% |
| YTD | +57.4% | -8.1% | +65.6% | +59.2% |
| 1Y | +96.2% | -12.0% | +108.2% | +99.2% |
| 3Y | +267.9% | +63.3% | +204.6% | +209.2% |
| 5Y | +327.7% | -10.8% | +338.5% | +302.7% |
| 10Y | +1,764.6% | +215.9% | +1,548.7% | +1,196.0% |
| All | +3,148.2% | +1,051.1% | +2,097.1% | +1,821.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling